Different indexes have been referenced as the basis for cash-settled financial products (e.g., financial contracts) including futures and options for many years. For example, many traded stock index futures are often based on a price index representing the current price of the plurality of securities underlying the index. Ideally, these indexes would be constructed by reference to observed transactions in the market in question. Sometimes, however, it may be difficult or impossible to observe all of those transactions. For example, trading may simply be sporadic, episodic or “thin” in a particular market. In some cases, regulatory or commercial barriers may exist and hinder access to such information. When trading information is sparse, values of the securities in question may be estimated by one or more different methods, sometimes referred to as “matrix pricing”. However, these methods often fail to account for “noise”, in the data used when estimating missing financial information. For example, such financial noise may include price and/or volume fluctuations that may not accurately reflect a market direction. For example, when referenced to equities, market activity caused by program trading, dividend payments and/or other phenomena may not be reflective of overall market sentiment.